SAML acs end point not redirecting to https as expected

We are able to login to Micorosoft azure page and then instead of allowing to login to fiori, it is redirecting to fiori login page.

In the SAML trace, we can see error as below:-“SAML20 CX_SAML20_CORE: Message 'Response' did not arrive at the correct destination. Long text: Message 'Response' did not arrive at the correct destination”